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NCR Atleos Corporation NATL

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Market datapartial · fetched 2026-10-22T22:59:10.879Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.002626502Z

FundamentalsAlpha Vantage · unavailable

Share price$47.19
1D+0.9%
AH$46.74$46.86$46.99$47.11$47.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNATL
Sold putSold callAH

NCR Atleos Corporation options

Live interpolated NATL call and put midpoint premiums by absolute delta.NCR Atleos Corporation$0.89$3.01$5.12$7.24$9.36$40.06$43.26$46.46$49.65$52.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NATL spot · $47.19NATL PRICE$1.24$1.40$1.56$1.72$1.88$2.04$2.20$2.36$2.52$1.12$1.22$1.33$1.50$1.73$1.95$2.18$2.41$2.64$2.86$3.09$4.47$8.75
PutsExpensive2.93×
CallsExpensive2.19×
SkewBearish+11.06 pp
Implied moveBearish±$3.90
TiltBearish35.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.6770.6%16.2%
25Δ42.4460.5%12.7%
30Δ44.2050.4%9.1%
35Δ49.9642.2%8.5%45.3344.7%7.1%
40Δ49.4140.0%7.7%45.9442.7%6.3%
45Δ48.8537.8%6.8%46.5440.6%5.5%
50Δ48.3035.6%6.0%47.1538.6%4.7%
55Δ47.7533.3%5.2%47.7536.6%3.9%
60Δ47.1931.1%4.3%48.3634.5%3.1%
65Δ46.6428.9%3.5%48.9732.5%2.3%
70Δ46.0926.7%2.7%49.5730.4%1.5%
75Δ45.5424.5%1.8%51.1835.8%1.0%
80Δ55.3059.3%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.67
IV
70.6%
B/E move
16.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.44
IV
60.5%
B/E move
12.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.20
IV
50.4%
B/E move
9.1%

35Δ

Calls
Pseudo strike
49.96
IV
42.2%
B/E move
8.5%
Puts
Pseudo strike
45.33
IV
44.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
49.41
IV
40.0%
B/E move
7.7%
Puts
Pseudo strike
45.94
IV
42.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
48.85
IV
37.8%
B/E move
6.8%
Puts
Pseudo strike
46.54
IV
40.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
48.30
IV
35.6%
B/E move
6.0%
Puts
Pseudo strike
47.15
IV
38.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
47.75
IV
33.3%
B/E move
5.2%
Puts
Pseudo strike
47.75
IV
36.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
47.19
IV
31.1%
B/E move
4.3%
Puts
Pseudo strike
48.36
IV
34.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
46.64
IV
28.9%
B/E move
3.5%
Puts
Pseudo strike
48.97
IV
32.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
46.09
IV
26.7%
B/E move
2.7%
Puts
Pseudo strike
49.57
IV
30.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
45.54
IV
24.5%
B/E move
1.8%
Puts
Pseudo strike
51.18
IV
35.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.30
IV
59.3%
B/E move
1.4%

Options history

No recorded observations